75 citations · 453 across the 27 of their papers we have counts for
3 papers · 1 filter
An Anisotropic Interaction Model for Simulating Fingerprints
Bertram Düring, Carsten Gottschlich, Stephan Huckemann +2
Evidence suggests that both the interaction of so-called Merkel cells and the epidermal stress distribution play an important role in the formation of fingerprint patterns during p…
High-order compact finite difference scheme for option pricing in stochastic volatility jump models
Bertram Düring, Alexander Pitkin
We derive a new high-order compact finite difference scheme for option pricing in stochastic volatility jump models, e.g. in Bates model. In such models the option price is determi…
A Lagrangian scheme for the solution of nonlinear diffusion equations using moving simplex meshes
José A. Carrillo, Bertram Düring, Daniel Matthes +1
A Lagrangian numerical scheme for solving nonlinear degenerate Fokker-Planck equations in space dimensions is presented. It applies to a large class of nonlinear diffusion…